Liquidity Ratio Agent
Computes and surveils LCR, NSFR and the funding profile daily.
Aggregates the HQLA stock and net cash outflows across every entity and currency, computes LCR and NSFR with full lineage, and attributes the drivers when the ratio moves. Emits a continuously-reviewed liquidity pack with the drivers attached.
Authority
Act within policy
Team role
Completes a defined task
Handoffs
Named collaborators
The role
What it owns and where its authority ends
Desk
Liquidity & Treasury Risk
Desk workflow
Daily LCR/NSFR computation, then the cashflow-ladder build, then intraday liquidity monitoring, then funding-concentration analysis, then regulatory reporting.
Collaboration
Moves work through defined stages
Decision boundary
Acts only within an explicit policy, permission and escalation boundary.
Systems and capabilities involved
Treasury + cash systems
HQLA, flows, positions
Ratio calculation engine
Regulatory reporting platform
ratio population; the certifying officer signs, Compliance submits
Accountable treasury officer review
signs off with a second agent's recompute of the ratios in hand
Handoffs
What this role gives and receives
Capabilities offered
The handoffs name the next owner or specialist and the work that moves between them.
Handoff to
External handoff
Treasury for funding actions
External handoff
Compliance (Regulatory Reporting) for submission
Context
What the role needs to do the work
- Current work
- Today's HQLA, outflow and inflow components and the computed ratios.
- Prior interactions
- The ratio trend and prior driver explanations.
- Policies and reference
- LCR/NSFR rules (Basel III), HQLA eligibility, run-off assumptions.
- Working method
- Not specified for this role.
Illustrative workflow
How the work moves
Starting point
Daily liquidity run; a large corporate deposit left overnight.
- 01
Aggregate HQLA and net outflows across entities and currencies.
- 02
Compute LCR / NSFR; attribute the day-on-day move.
- 03
Check against the internal buffer and regulatory minimum.
- 04
Assemble the liquidity pack with the deposit outflow flagged.
Result
LCR at 118% (down 4pts on the deposit run-off), with drivers attributed and a reviewed pack routed to the treasury funding agent.
Checks and boundaries
What must be tested or reviewed
- 01Reconciliation against the prior official submission; breaks investigated before the accountable treasury officer signs off.
- 02Ratio breaches of the internal buffer escalate immediately to the accountable treasury officer.
- 03Calculation logic model-risk validated; immutable lineage to source.
Human authority
Acts only within an explicit policy, permission and escalation boundary.
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